KHC option chain The Kraft Heinz Company
Cboe delayed options data · as of 09:38 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±16.0% (19.89–27.45) · ATM IV 28.1% · P/C open interest 4.11
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 9.20 | 13.05 | 1.00 | 0.0004 | 0.000 | 12.5 | 0 | 0.0600 | 42.4% | -0.01 | 0.0041 | -0.001 | |||||
| 8.15 | 9.15 | 0.99 | 0.0059 | -0.000 | 15 | 0 | 0.5400 | 16 | 48.5% | -0.03 | 0.0118 | -0.001 | ||||
| 4.35 | 7.75 | 12 | 0.95 | 0.0256 | -0.002 | 17.5 | 0.0100 | 0.4000 | 74 | 32.4% | -0.08 | 0.0288 | -0.002 | |||
| 3.45 | 4.85 | 4 | 27.5% | 0.84 | 0.0534 | -0.003 | 20 | 0.4000 | 0.6400 | 2 | 920 | 29.0% | -0.19 | 0.0566 | -0.004 | |
| 1.86 | 2.98 | 31 | 27.3% | 0.66 | 0.0834 | -0.005 | 22.5 | 1.10 | 1.62 | 5 | 1,091 | 28.8% | -0.38 | 0.0839 | -0.005 | |
| 1.10 | 1.52 | 9 | 189 | 28.0% | 0.44 | 0.0912 | -0.005 | 25 | 2.42 | 2.86 | 27 | 73 | 27.4% | -0.59 | 0.0892 | -0.005 |
| 0.4800 | 0.6500 | 3 | 114 | 26.7% | 0.25 | 0.0734 | -0.004 | 27.5 | 3.50 | 5.30 | 9 | 25.8% | -0.77 | 0.0716 | -0.004 | |
| 0.2000 | 0.3100 | 3 | 147 | 27.1% | 0.14 | 0.0489 | -0.003 | 30 | 5.40 | 8.65 | 37.4% | -0.89 | 0.0490 | -0.003 | ||
| 0.0800 | 0.1800 | 24 | 28.5% | 0.07 | 0.0299 | -0.002 | 32.5 | 8.15 | 10.45 | 3 | 39.6% | -0.96 | 0.0272 | -0.001 | ||
| 0.0100 | 0.5100 | 7 | 38.8% | 0.04 | 0.0179 | -0.001 | 35 | 9.65 | 13.55 | 7 | 39.3% | -0.99 | 0.0121 | -0.000 | ||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs